+46.6%
TEM vs TECK
+44.6%
+2.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | 0.0% |
| 7D | -8.7% | -3.8% | -4.8% | -6.6% |
| 30D | +8.1% | +0.7% | +7.3% | +8.0% |
| 3M | +19.0% | +4.6% | +14.4% | +15.6% |
| 6M | +12.0% | +25.1% | -13.1% | -3.0% |
| YTD | -0.1% | +39.2% | -39.2% | -20.9% |
| 1Y | -33.5% | +60.3% | -93.9% | -52.9% |
| All | +46.6% | +44.6% | +2.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling